Found 11 Documents (Results 1–11)
Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion. (English) Zbl 1479.91315
Reviewer: Emilia Di Lorenzo (Napoli)
Asymptotics of bond yields and volatilities for extended CIR models under the real-world measure. (English) Zbl 1426.91216
Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios. (English) Zbl 1422.91354
Interest rate model comparisons for participating products under Solvency II. (English) Zbl 1396.91289
MSC:
91B30
91G30
Pricing \(q\)-forward contracts: an evaluation of estimation window and pricing method under different mortality models. (English) Zbl 1401.91097
Asymptotic optimal investment under interest rate for a class of subexponential distributions. (English) Zbl 1401.91133
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